[124] Problem with Spread

I have recently faced a bug:

https://roadmap.strategyquant.com/tasks/sq4_5613


The way spread is implemented right now seems wrong to me.

I don't think it is correct you use imported data as Bid price.

Because it is combined data.


So from my point of view  when spread is enabled:

   bid should be imported - spread / 2

   ask should be imported + spread / 2

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  • Votes 0
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

KP
#1

CooleRnax

14.11.2019 03:04

Task created

KP
#2

CooleRnax

14.11.2019 03:05

Subject changed from Problem with Spread to [124] Problem with Spread

MF
#3

Mark Fric

26.11.2019 08:56

Status changed from New to Refused

no, it is a standard that OHLC data exported from platforms / from data provider are bid data
KP
#4

CooleRnax

26.11.2019 09:14
got it. my data has both inside

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